+145.1%
MS vs SCCO
+316.1%
-171.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.4% | -5.3% | +6.6% | +3.0% |
| 30D | -0.3% | +2.7% | -2.9% | -1.3% |
| 3M | +0.3% | +4.2% | -3.9% | -1.8% |
| 6M | +31.3% | -0.6% | +32.0% | +29.4% |
| YTD | +24.7% | +45.0% | -20.3% | +7.3% |
| 1Y | +47.9% | +109.3% | -61.4% | +11.9% |
| 3Y | +178.3% | +180.8% | -2.4% | +81.4% |
| All | +145.1% | +316.1% | -171.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling